RECURSIVE ALGORITHMS FOR LINEAR LMSE ESTIMATORS UNDER UNCERTAIN OBSERVATIONS

Wang  Xing-De

Volume 5 Issue 2

Jan. 2012

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Article Navigation > Journal of Electronics & Information Technology > 1983 > 5(2): 91-94

Gao Xiang-wu, Yang Ru-liang. Study on the Antenna Beam Control of Spaceborne Broad-Sense Spotlight SAR[J]. Journal of Electronics & Information Technology, 2005, 27(12): 1876-1878.

Citation:

Wang Xing-De. RECURSIVE ALGORITHMS FOR LINEAR LMSE ESTIMATORS UNDER UNCERTAIN OBSERVATIONS[J]. Journal of Electronics & Information Technology, 1983, 5(2): 91-94.

Gao Xiang-wu, Yang Ru-liang. Study on the Antenna Beam Control of Spaceborne Broad-Sense Spotlight SAR[J]. Journal of Electronics & Information Technology, 2005, 27(12): 1876-1878.

Citation:

Wang Xing-De. RECURSIVE ALGORITHMS FOR LINEAR LMSE ESTIMATORS UNDER UNCERTAIN OBSERVATIONS[J]. Journal of Electronics & Information Technology, 1983, 5(2): 91-94.

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RECURSIVE ALGORITHMS FOR LINEAR LMSE ESTIMATORS UNDER UNCERTAIN OBSERVATIONS

Wang Xing-De^①②

Received Date: 1982-02-23
Publish Date: 1983-03-19

Abstract

Abstract

In this paper, for linear discrete-time systems under uncertain observations, the recursive formulas for linear least mean-square error (LMSE) filter and one-step predictor is derived, when they exist.

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